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| 機械学習拡張合成コントロール法× | 因果影響分析× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 2021 | 2015 |
| 提唱者≠ | Ben-Michael, Feller & Rothstein | Kay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google) |
| 種類≠ | Causal inference / quasi-experimental | Bayesian causal inference / counterfactual forecasting |
| 原典≠ | Ben-Michael, E., Feller, A., & Rothstein, J. (2021). The augmented synthetic control method. Journal of the American Statistical Association, 116(536), 1789-1803. DOI ↗ | Brodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗ |
| 別名 | ML-augmented SCM, augmented synthetic control, ASC, penalized synthetic control | CausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis |
| 関連 | 5 | 5 |
| 概要≠ | The machine learning-augmented synthetic control method extends the classical synthetic control estimator by using penalized regression or other ML algorithms — such as lasso, ridge, or random forests — to construct the donor weights and to model pre-treatment outcome trajectories. The augmentation corrects for residual imbalance left by the standard weighting step, yielding lower bias when no perfect synthetic control exists. | Causal Impact Analysis, introduced by Brodersen et al. (2015) at Google, uses Bayesian structural time-series models to estimate what would have happened to an outcome had an intervention never occurred. By constructing a probabilistic counterfactual from pre-treatment data and control covariates, it quantifies point-in-time and cumulative treatment effects with full posterior uncertainty intervals. |
| ScholarGateデータセット ↗ |
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